{"timestamp": "2026-11-11 03:57:13", "data": {"options": [{"option": "VNDA261120C00001000", "bid": 2.15, "bid_size": 146.0, "ask": 5.5, "ask_size": 373.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 1.0, "gamma": 0.0004, "vega": 0.0, "theta": 0.0, "rho": 0.0003, "theo": 3.074, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.85000002384186}, {"option": "VNDA261120P00001000", "bid": 0.0, "bid_size": 0.0, "ask": 3.8, "ask_size": 1073.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0002, "gamma": 0.0004, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0001, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "VNDA261120C00002000", "bid": 0.55, "bid_size": 143.0, "ask": 4.9, "ask_size": 429.0, "iv": 8.1522, "open_interest": 0.0, "volume": 0.0, "delta": 0.9977, "gamma": 0.0104, "vega": 0.0001, "theta": -0.0003, "rho": 0.0006, "theo": 2.0769, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.97500002384186}, {"option": "VNDA261120P00002000", "bid": 0.0, "bid_size": 0.0, "ask": 3.8, "ask_size": 1074.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0041, "gamma": 0.0104, "vega": 0.0001, "theta": -0.0006, "rho": 0.0, "theo": 0.0015, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "VNDA261120C00003000", "bid": 0.1, "bid_size": 937.0, "ask": 4.8, "ask_size": 377.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.9286, "gamma": 0.1492, "vega": 0.0009, "theta": -0.0061, "rho": 0.0009, "theo": 1.1096, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.83, "last_trade_time": "2026-11-04T12:16:10", "percent_change": 0.0, "prev_day_close": 0.875}, {"option": "VNDA261120P00003000", "bid": 0.0, "bid_size": 0.0, "ask": 3.8, "ask_size": 988.0, "iv": 0.0, "open_interest": 12.0, "volume": 0.0, "delta": -0.0734, "gamma": 0.1496, "vega": 0.0009, "theta": -0.0063, "rho": -0.0001, "theo": 0.0328, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.01, "last_trade_time": "2026-11-04T12:50:15", "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "VNDA261120C00004000", "bid": 0.0, "bid_size": 0.0, "ask": 0.4, "ask_size": 146.0, "iv": 0.5916, "open_interest": 1503.0, "volume": 10.0, "delta": 0.5798, "gamma": 0.4554, "vega": 0.0026, "theta": -0.0171, "rho": 0.0006, "theo": 0.3792, "change": -0.02, "open": 0.29, "high": 0.29, "low": 0.23, "tick": "no_change", "last_trade_price": 0.23, "last_trade_time": "2026-11-10T11:52:17", "percent_change": -8.0, "prev_day_close": 0.250000007450581}, {"option": "VNDA261120P00004000", "bid": 0.0, "bid_size": 0.0, "ask": 0.75, "ask_size": 240.0, "iv": 1.5488, "open_interest": 306.0, "volume": 0.0, "delta": -0.4237, "gamma": 0.4577, "vega": 0.0026, "theta": -0.0172, "rho": -0.0005, "theo": 0.3019, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.45, "last_trade_time": "2026-11-05T14:33:59", "percent_change": 0.0, "prev_day_close": 0.200000002980232}, {"option": "VNDA261120C00005000", "bid": 0.0, "bid_size": 0.0, "ask": 0.5, "ask_size": 386.0, "iv": 2.0231, "open_interest": 463.0, "volume": 0.0, "delta": 0.198, "gamma": 0.3221, "vega": 0.0019, "theta": -0.0119, "rho": 0.0002, "theo": 0.0847, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.03, "last_trade_time": "2026-10-30T13:48:45", "percent_change": 0.0, "prev_day_close": 0.025000000372529}, {"option": "VNDA261120P00005000", "bid": 0.0, "bid_size": 0.0, "ask": 4.7, "ask_size": 173.0, "iv": 6.5027, "open_interest": 140.0, "volume": 0.0, "delta": -0.8076, "gamma": 0.3247, "vega": 0.0018, "theta": -0.0118, "rho": -0.0009, "theo": 1.0089, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.17, "last_trade_time": "2026-11-09T15:44:57", "percent_change": 0.0, "prev_day_close": 1.125}, {"option": "VNDA261120C00006000", "bid": 0.0, "bid_size": 0.0, "ask": 0.05, "ask_size": 33.0, "iv": 1.4289, "open_interest": 200.0, "volume": 0.0, "delta": 0.0489, "gamma": 0.1137, "vega": 0.0007, "theta": -0.0042, "rho": 0.0001, "theo": 0.0161, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.04, "last_trade_time": "2026-10-28T09:41:59", "percent_change": 0.0, "prev_day_close": 0.025000000372529}, {"option": "VNDA261120P00006000", "bid": 0.1, "bid_size": 916.0, "ask": 4.9, "ask_size": 85.0, "iv": 4.1019, "open_interest": 1.0, "volume": 0.0, "delta": -0.9595, "gamma": 0.1195, "vega": 0.0006, "theta": -0.0042, "rho": -0.0006, "theo": 1.9434, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.97, "last_trade_time": "2026-11-09T15:49:50", "percent_change": 0.0, "prev_day_close": 1.42500004917383}, {"option": "VNDA261120C00007000", "bid": 0.0, "bid_size": 0.0, "ask": 3.8, "ask_size": 191.0, "iv": 0.0, "open_interest": 1.0, "volume": 0.0, "delta": 0.0111, "gamma": 0.0316, "vega": 0.0002, "theta": -0.0011, "rho": 0.0, "theo": 0.003, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.15, "last_trade_time": "2026-09-23T12:47:42", "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "VNDA261120P00007000", "bid": 0.65, "bid_size": 71.0, "ask": 5.4, "ask_size": 85.0, "iv": 2.5256, "open_interest": 0.0, "volume": 0.0, "delta": -0.9979, "gamma": 0.0182, "vega": 0.0, "theta": -0.0012, "rho": 0.0, "theo": 2.9351, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.10000002384186}, {"option": "VNDA261120C00008000", "bid": 0.0, "bid_size": 0.0, "ask": 0.75, "ask_size": 188.0, "iv": 4.3639, "open_interest": 0.0, "volume": 0.0, "delta": 0.0025, "gamma": 0.0083, "vega": 0.0, "theta": -0.0003, "rho": 0.0, "theo": 0.0006, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "VNDA261120P00008000", "bid": 2.2, "bid_size": 71.0, "ask": 6.3, "ask_size": 85.0, "iv": 4.161, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0012, "rho": 0.0, "theo": 3.935, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.20000004768372}, {"option": "VNDA261120C00009000", "bid": 0.0, "bid_size": 0.0, "ask": 0.95, "ask_size": 189.0, "iv": 5.1893, "open_interest": 0.0, "volume": 0.0, "delta": 0.0006, "gamma": 0.0022, "vega": 0.0, "theta": -0.0001, "rho": 0.0, "theo": 0.0001, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "VNDA261120P00009000", "bid": 2.5, "bid_size": 63.0, "ask": 7.3, "ask_size": 85.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0012, "rho": 0.0, "theo": 4.935, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.15000009536743}, {"option": "VNDA261120C00010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.05, "ask_size": 2.0, "iv": 2.7334, "open_interest": 0.0, "volume": 0.0, "delta": 0.0002, "gamma": 0.0006, "vega": 0.0, "theta": 0.0, "rho": 0.0, "theo": 0.0, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.025000000372529}, {"option": "VNDA261120P00010000", "bid": 3.6, "bid_size": 71.0, "ask": 8.4, "ask_size": 85.0, "iv": 3.3626, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0012, "rho": 0.0, "theo": 5.935, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 6.25}, {"option": "VNDA261218C00001000", "bid": 0.6, "bid_size": 155.0, "ask": 5.3, "ask_size": 436.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9879, "gamma": 0.013, "vega": 0.0006, "theta": -0.0017, "rho": 0.001, "theo": 3.1256, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.95000004768372}, {"option": "VNDA261218P00001000", "bid": 0.0, "bid_size": 0.0, "ask": 3.9, "ask_size": 1209.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.0183, "gamma": 0.0131, "vega": 0.0006, "theta": -0.002, "rho": -0.0001, "theo": 0.0308, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "VNDA261218C00002000", "bid": 1.55, "bid_size": 151.0, "ask": 2.7, "ask_size": 59.0, "iv": 1.3537, "open_interest": 0.0, "volume": 0.0, "delta": 0.9434, "gamma": 0.0526, "vega": 0.0016, "theta": -0.0036, "rho": 0.0018, "theo": 2.1805, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.875}, {"option": "VNDA261218P00002000", "bid": 0.0, "bid_size": 0.0, "ask": 1.4, "ask_size": 348.0, "iv": 4.4053, "open_interest": 0.0, "volume": 0.0, "delta": -0.063, "gamma": 0.0528, "vega": 0.0016, "theta": -0.0038, "rho": -0.0003, "theo": 0.0809, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "VNDA261218C00003000", "bid": 0.65, "bid_size": 527.0, "ask": 1.8, "ask_size": 350.0, "iv": 1.0794, "open_interest": 748.0, "volume": 0.0, "delta": 0.8242, "gamma": 0.1406, "vega": 0.0035, "theta": -0.0064, "rho": 0.0022, "theo": 1.3386, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.87, "last_trade_time": "2026-11-06T11:40:45", "percent_change": 0.0, "prev_day_close": 1.12500002980232}, {"option": "VNDA261218P00003000", "bid": 0.0, "bid_size": 0.0, "ask": 0.35, "ask_size": 316.0, "iv": 1.2531, "open_interest": 203.0, "volume": 0.0, "delta": -0.1827, "gamma": 0.1414, "vega": 0.0035, "theta": -0.0066, "rho": -0.0009, "theo": 0.2346, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.28, "last_trade_time": "2026-11-09T11:19:30", "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "VNDA261218C00004000", "bid": 0.45, "bid_size": 617.0, "ask": 1.1, "ask_size": 446.0, "iv": 1.3948, "open_interest": 160.0, "volume": 0.0, "delta": 0.6137, "gamma": 0.2229, "vega": 0.0051, "theta": -0.0088, "rho": 0.0019, "theo": 0.7342, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.76, "last_trade_time": "2026-11-09T14:29:46", "percent_change": 0.0, "prev_day_close": 0.799999982118606}, {"option": "VNDA261218P00004000", "bid": 0.15, "bid_size": 807.0, "ask": 1.3, "ask_size": 409.0, "iv": 1.5074, "open_interest": 178.0, "volume": 0.0, "delta": -0.3948, "gamma": 0.2247, "vega": 0.0051, "theta": -0.0088, "rho": -0.002, "theo": 0.6274, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.9, "last_trade_time": "2026-11-05T13:51:01", "percent_change": 0.0, "prev_day_close": 0.774999991059303}, {"option": "VNDA261218C00005000", "bid": 0.15, "bid_size": 540.0, "ask": 0.5, "ask_size": 93.0, "iv": 1.1716, "open_interest": 813.0, "volume": 3.0, "delta": 0.4065, "gamma": 0.2246, "vega": 0.0051, "theta": -0.0088, "rho": 0.0014, "theo": 0.3974, "change": -0.07, "open": 0.4, "high": 0.4, "low": 0.38, "tick": "down", "last_trade_price": 0.38, "last_trade_time": "2026-11-10T15:45:05", "percent_change": -15.5556, "prev_day_close": 0.450000002980232}, {"option": "VNDA261218P00005000", "bid": 0.9, "bid_size": 347.0, "ask": 4.8, "ask_size": 551.0, "iv": 4.4369, "open_interest": 358.0, "volume": 0.0, "delta": -0.6042, "gamma": 0.2277, "vega": 0.0051, "theta": -0.0089, "rho": -0.003, "theo": 1.2897, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 1.52, "last_trade_time": "2026-11-09T15:44:57", "percent_change": 0.0, "prev_day_close": 1.54999995231628}, {"option": "VNDA261218C00006000", "bid": 0.05, "bid_size": 251.0, "ask": 0.4, "ask_size": 150.0, "iv": 1.3482, "open_interest": 167.0, "volume": 0.0, "delta": 0.2623, "gamma": 0.1832, "vega": 0.0043, "theta": -0.0076, "rho": 0.0009, "theo": 0.2259, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.23, "last_trade_time": "2026-11-09T15:57:40", "percent_change": 0.0, "prev_day_close": 0.200000002980232}, {"option": "VNDA261218P00006000", "bid": 0.7, "bid_size": 402.0, "ask": 4.9, "ask_size": 375.0, "iv": 2.7235, "open_interest": 394.0, "volume": 0.0, "delta": -0.7507, "gamma": 0.1874, "vega": 0.0042, "theta": -0.0076, "rho": -0.0036, "theo": 2.1189, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.27, "last_trade_time": "2026-11-09T15:49:50", "percent_change": 0.0, "prev_day_close": 2.32500004768372}, {"option": "VNDA261218C00007000", "bid": 0.0, "bid_size": 0.0, "ask": 0.15, "ask_size": 44.0, "iv": 1.1854, "open_interest": 916.0, "volume": 0.0, "delta": 0.1719, "gamma": 0.1388, "vega": 0.0033, "theta": -0.006, "rho": 0.0006, "theo": 0.1358, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.1, "last_trade_time": "2026-11-09T13:38:58", "percent_change": 0.0, "prev_day_close": 0.150000002235174}, {"option": "VNDA261218P00007000", "bid": 0.8, "bid_size": 71.0, "ask": 5.5, "ask_size": 101.0, "iv": 1.7189, "open_interest": 37.0, "volume": 0.0, "delta": -0.8434, "gamma": 0.1437, "vega": 0.0032, "theta": -0.006, "rho": -0.0037, "theo": 3.0308, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.45, "last_trade_time": "2026-09-28T11:15:56", "percent_change": 0.0, "prev_day_close": 3.19999992847443}, {"option": "VNDA261218C00008000", "bid": 0.0, "bid_size": 0.0, "ask": 0.15, "ask_size": 1.0, "iv": 1.386, "open_interest": 370.0, "volume": 0.0, "delta": 0.1156, "gamma": 0.1031, "vega": 0.0025, "theta": -0.0047, "rho": 0.0004, "theo": 0.0857, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-09T10:51:13", "percent_change": 0.0, "prev_day_close": 0.0500000007450581}, {"option": "VNDA261218P00008000", "bid": 2.0, "bid_size": 138.0, "ask": 6.4, "ask_size": 108.0, "iv": 2.0815, "open_interest": 50.0, "volume": 0.0, "delta": -0.9019, "gamma": 0.1086, "vega": 0.0022, "theta": -0.0046, "rho": -0.0035, "theo": 3.9835, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 3.8, "last_trade_time": "2026-10-29T11:25:03", "percent_change": 0.0, "prev_day_close": 4.20000004768372}, {"option": "VNDA261218C00009000", "bid": 0.0, "bid_size": 0.0, "ask": 3.9, "ask_size": 468.0, "iv": 5.5517, "open_interest": 31.0, "volume": 0.0, "delta": 0.0798, "gamma": 0.0766, "vega": 0.0019, "theta": -0.0036, "rho": 0.0003, "theo": 0.0563, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.05, "last_trade_time": "2026-10-29T10:21:01", "percent_change": 0.0, "prev_day_close": 0.025000000372529}, {"option": "VNDA261218P00009000", "bid": 2.65, "bid_size": 79.0, "ask": 6.7, "ask_size": 51.0, "iv": 0.0, "open_interest": 30.0, "volume": 0.0, "delta": -0.9399, "gamma": 0.0835, "vega": 0.0016, "theta": -0.0035, "rho": -0.0031, "theo": 4.9576, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 3.57, "last_trade_time": "2026-06-12T15:36:05", "percent_change": 0.0, "prev_day_close": 5.20000004768372}, {"option": "VNDA261218C00010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.1, "ask_size": 6.0, "iv": 1.5701, "open_interest": 2548.0, "volume": 0.0, "delta": 0.0564, "gamma": 0.0573, "vega": 0.0015, "theta": -0.0028, "rho": 0.0002, "theo": 0.0382, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-11-09T10:33:57", "percent_change": 0.0, "prev_day_close": 0.0500000007450581}, {"option": "VNDA261218P00010000", "bid": 3.7, "bid_size": 138.0, "ask": 8.4, "ask_size": 106.0, "iv": 2.0298, "open_interest": 81.0, "volume": 0.0, "delta": -0.9662, "gamma": 0.0686, "vega": 0.001, "theta": -0.0027, "rho": -0.0023, "theo": 5.9436, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 5.0, "last_trade_time": "2026-09-10T10:27:48", "percent_change": 0.0, "prev_day_close": 6.25}, {"option": "VNDA261218C00011000", "bid": 0.0, "bid_size": 0.0, "ask": 3.9, "ask_size": 468.0, "iv": 5.8878, "open_interest": 51.0, "volume": 0.0, "delta": 0.0408, "gamma": 0.0433, "vega": 0.0011, "theta": -0.0022, "rho": 0.0001, "theo": 0.0267, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.6, "last_trade_time": "2026-05-14T13:03:22", "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "VNDA261218P00011000", "bid": 4.6, "bid_size": 66.0, "ask": 9.4, "ask_size": 94.0, "iv": 1.9778, "open_interest": 0.0, "volume": 0.0, "delta": -0.9841, "gamma": 0.0493, "vega": 0.0004, "theta": -0.0022, "rho": -0.0011, "theo": 6.9373, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 6.5, "last_trade_time": "2026-08-12T09:41:53", "percent_change": 0.0, "prev_day_close": 7.25}, {"option": "VNDA261218C00012000", "bid": 0.0, "bid_size": 0.0, "ask": 0.75, "ask_size": 1.0, "iv": 2.1608, "open_interest": 301.0, "volume": 0.0, "delta": 0.03, "gamma": 0.0331, "vega": 0.0009, "theta": -0.0017, "rho": 0.0001, "theo": 0.019, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.5, "last_trade_time": "2026-07-06T10:39:27", "percent_change": 0.0, "prev_day_close": 0.125}, {"option": "VNDA261218P00012000", "bid": 5.6, "bid_size": 66.0, "ask": 9.9, "ask_size": 42.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.9947, "gamma": 0.0265, "vega": 0.0002, "theta": -0.001, "rho": -0.0006, "theo": 7.9351, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 4.8, "last_trade_time": "2026-02-23T15:28:53", "percent_change": 0.0, "prev_day_close": 8.25}, {"option": "VNDA261218C00013000", "bid": 0.0, "bid_size": 0.0, "ask": 3.9, "ask_size": 475.0, "iv": 6.1532, "open_interest": 0.0, "volume": 0.0, "delta": 0.0224, "gamma": 0.0256, "vega": 0.0007, "theta": -0.0014, "rho": 0.0001, "theo": 0.0139, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "VNDA261218P00013000", "bid": 7.2, "bid_size": 65.0, "ask": 11.4, "ask_size": 85.0, "iv": 3.1287, "open_interest": 0.0, "volume": 0.0, "delta": -0.9988, "gamma": 0.0061, "vega": 0.0, "theta": -0.0009, "rho": 0.0, "theo": 8.935, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 9.84999990463257}, {"option": "VNDA261218C00014000", "bid": 0.0, "bid_size": 0.0, "ask": 3.9, "ask_size": 473.0, "iv": 6.2671, "open_interest": 0.0, "volume": 0.0, "delta": 0.017, "gamma": 0.02, "vega": 0.0005, "theta": -0.0011, "rho": 0.0001, "theo": 0.0103, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "VNDA261218P00014000", "bid": 9.1, "bid_size": 65.0, "ask": 11.0, "ask_size": 60.0, "iv": 2.53, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0009, "rho": 0.0, "theo": 9.935, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 10.25}, {"option": "VNDA261218C00015000", "bid": 0.0, "bid_size": 0.0, "ask": 0.95, "ask_size": 375.0, "iv": 3.452, "open_interest": 46.0, "volume": 0.0, "delta": 0.0131, "gamma": 0.0158, "vega": 0.0004, "theta": -0.0009, "rho": 0.0, "theo": 0.0077, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-10-19T09:31:19", "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "VNDA261218P00015000", "bid": 8.8, "bid_size": 65.0, "ask": 13.4, "ask_size": 85.0, "iv": 2.8029, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0009, "rho": 0.0, "theo": 10.935, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 7.35, "last_trade_time": "2026-02-23T15:13:24", "percent_change": 0.0, "prev_day_close": 11.3000001907349}, {"option": "VNDA261218C00017000", "bid": 0.0, "bid_size": 0.0, "ask": 0.05, "ask_size": 1.0, "iv": 2.0037, "open_interest": 250.0, "volume": 0.0, "delta": 0.008, "gamma": 0.01, "vega": 0.0003, "theta": -0.0006, "rho": 0.0, "theo": 0.0046, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.05, "last_trade_time": "2026-07-27T11:51:09", "percent_change": 0.0, "prev_day_close": 0.025000000372529}, {"option": "VNDA261218P00017000", "bid": 10.5, "bid_size": 66.0, "ask": 15.4, "ask_size": 66.0, "iv": 2.2603, "open_interest": 0.0, "volume": 0.0, "delta": -1.0, "gamma": 0.0, "vega": 0.0, "theta": -0.0009, "rho": 0.0, "theo": 12.935, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 12.6500000953674}, {"option": "VNDA270319C00001000", "bid": 1.3, "bid_size": 111.0, "ask": 5.5, "ask_size": 413.0, "iv": 2.6326, "open_interest": 0.0, "volume": 0.0, "delta": 0.9779, "gamma": 0.0165, "vega": 0.002, "theta": -0.0012, "rho": 0.0025, "theo": 3.2768, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.0}, {"option": "VNDA270319P00001000", "bid": 0.0, "bid_size": 0.0, "ask": 1.0, "ask_size": 1331.0, "iv": 3.7102, "open_interest": 0.0, "volume": 0.0, "delta": -0.038, "gamma": 0.0166, "vega": 0.002, "theta": -0.0016, "rho": -0.0009, "theo": 0.1317, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "VNDA270319C00002000", "bid": 0.3, "bid_size": 527.0, "ask": 4.9, "ask_size": 416.0, "iv": 1.8671, "open_interest": 2.0, "volume": 0.0, "delta": 0.9194, "gamma": 0.0509, "vega": 0.0042, "theta": -0.002, "rho": 0.0048, "theo": 2.3872, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.2, "last_trade_time": "2026-10-16T15:01:08", "percent_change": 0.0, "prev_day_close": 2.0}, {"option": "VNDA270319P00002000", "bid": 0.0, "bid_size": 0.0, "ask": 1.0, "ask_size": 201.0, "iv": 1.9964, "open_interest": 0.0, "volume": 0.0, "delta": -0.0969, "gamma": 0.0514, "vega": 0.0042, "theta": -0.0022, "rho": -0.002, "theo": 0.2261, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "VNDA270319C00003000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 440.0, "iv": 2.3393, "open_interest": 12.0, "volume": 0.0, "delta": 0.8129, "gamma": 0.1064, "vega": 0.0069, "theta": -0.0028, "rho": 0.006, "theo": 1.6096, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.47, "last_trade_time": "2026-09-15T12:03:17", "percent_change": 0.0, "prev_day_close": 1.375}, {"option": "VNDA270319P00003000", "bid": 0.0, "bid_size": 0.0, "ask": 1.4, "ask_size": 203.0, "iv": 1.4818, "open_interest": 0.0, "volume": 0.0, "delta": -0.205, "gamma": 0.108, "vega": 0.0069, "theta": -0.0029, "rho": -0.0039, "theo": 0.434, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.449999988079071}, {"option": "VNDA270319C00004000", "bid": 0.45, "bid_size": 162.0, "ask": 4.0, "ask_size": 364.0, "iv": 2.4168, "open_interest": 55.0, "volume": 0.0, "delta": 0.6664, "gamma": 0.1422, "vega": 0.0091, "theta": -0.0037, "rho": 0.0056, "theo": 1.1179, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.9, "last_trade_time": "2026-11-06T15:36:26", "percent_change": 0.0, "prev_day_close": 0.875}, {"option": "VNDA270319P00004000", "bid": 0.15, "bid_size": 608.0, "ask": 1.4, "ask_size": 144.0, "iv": 0.9106, "open_interest": 17.0, "volume": 0.0, "delta": -0.3544, "gamma": 0.1456, "vega": 0.0091, "theta": -0.0038, "rho": -0.0067, "theo": 0.9313, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.74, "last_trade_time": "2026-11-02T09:40:20", "percent_change": 0.0, "prev_day_close": 0.799999989569187}, {"option": "VNDA270319C00005000", "bid": 0.0, "bid_size": 0.0, "ask": 1.0, "ask_size": 256.0, "iv": 0.7877, "open_interest": 85.0, "volume": 0.0, "delta": 0.5515, "gamma": 0.1407, "vega": 0.0097, "theta": -0.0044, "rho": 0.0048, "theo": 0.8807, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.57, "last_trade_time": "2026-11-06T11:40:45", "percent_change": 0.0, "prev_day_close": 0.625}, {"option": "VNDA270319P00005000", "bid": 1.0, "bid_size": 105.0, "ask": 2.15, "ask_size": 164.0, "iv": 1.0629, "open_interest": 6.0, "volume": 0.0, "delta": -0.4721, "gamma": 0.1452, "vega": 0.0097, "theta": -0.0044, "rho": -0.0094, "theo": 1.6859, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.6, "last_trade_time": "2026-10-27T09:30:20", "percent_change": 0.0, "prev_day_close": 1.57499998807907}, {"option": "VNDA270319C00006000", "bid": 0.0, "bid_size": 0.0, "ask": 1.6, "ask_size": 309.0, "iv": 1.3292, "open_interest": 17.0, "volume": 20.0, "delta": 0.475, "gamma": 0.1299, "vega": 0.0098, "theta": -0.0048, "rho": 0.0042, "theo": 0.7493, "change": 0.025, "open": 0.5, "high": 0.5, "low": 0.5, "tick": "no_change", "last_trade_price": 0.5, "last_trade_time": "2026-11-10T10:15:43", "percent_change": 5.26316, "prev_day_close": 0.474999994039536}, {"option": "VNDA270319P00006000", "bid": 0.4, "bid_size": 485.0, "ask": 4.9, "ask_size": 133.0, "iv": 1.3837, "open_interest": 6.0, "volume": 0.0, "delta": -0.5509, "gamma": 0.1351, "vega": 0.0096, "theta": -0.0047, "rho": -0.0116, "theo": 2.5474, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 2.47, "last_trade_time": "2026-10-27T11:19:07", "percent_change": 0.0, "prev_day_close": 2.5}, {"option": "VNDA270319C00007000", "bid": 0.15, "bid_size": 185.0, "ask": 0.7, "ask_size": 440.0, "iv": 1.1063, "open_interest": 67.0, "volume": 0.0, "delta": 0.4213, "gamma": 0.1193, "vega": 0.0096, "theta": -0.005, "rho": 0.0037, "theo": 0.6623, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.15, "last_trade_time": "2026-10-29T12:22:37", "percent_change": 0.0, "prev_day_close": 0.450000002980232}, {"option": "VNDA270319P00007000", "bid": 0.9, "bid_size": 137.0, "ask": 5.5, "ask_size": 96.0, "iv": 1.0758, "open_interest": 5.0, "volume": 0.0, "delta": -0.6067, "gamma": 0.125, "vega": 0.0093, "theta": -0.0049, "rho": -0.0133, "theo": 3.4541, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.3, "last_trade_time": "2026-10-26T13:49:34", "percent_change": 0.0, "prev_day_close": 3.20000004768372}, {"option": "VNDA270319C00008000", "bid": 0.0, "bid_size": 0.0, "ask": 0.45, "ask_size": 1.0, "iv": 0.9893, "open_interest": 2.0, "volume": 0.0, "delta": 0.3811, "gamma": 0.1102, "vega": 0.0093, "theta": -0.0051, "rho": 0.0033, "theo": 0.5983, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.45, "last_trade_time": "2026-10-06T13:37:31", "percent_change": 0.0, "prev_day_close": 0.224999994039536}, {"option": "VNDA270319P00008000", "bid": 1.9, "bid_size": 65.0, "ask": 6.5, "ask_size": 61.0, "iv": 1.2175, "open_interest": 0.0, "volume": 0.0, "delta": -0.6489, "gamma": 0.1164, "vega": 0.009, "theta": -0.0049, "rho": -0.0147, "theo": 4.3845, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.15000009536743}, {"option": "VNDA270319C00009000", "bid": 0.0, "bid_size": 0.0, "ask": 0.75, "ask_size": 219.0, "iv": 1.2932, "open_interest": 0.0, "volume": 0.0, "delta": 0.3495, "gamma": 0.1025, "vega": 0.009, "theta": -0.0052, "rho": 0.0031, "theo": 0.5483, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.474999994039536}, {"option": "VNDA270319P00009000", "bid": 3.1, "bid_size": 62.0, "ask": 7.4, "ask_size": 59.0, "iv": 1.4, "open_interest": 0.0, "volume": 0.0, "delta": -0.6824, "gamma": 0.1092, "vega": 0.0086, "theta": -0.0049, "rho": -0.016, "theo": 5.3291, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.10000014305115}, {"option": "VNDA270319C00010000", "bid": 0.0, "bid_size": 0.0, "ask": 0.65, "ask_size": 137.0, "iv": 1.0153, "open_interest": 25.0, "volume": 0.0, "delta": 0.3238, "gamma": 0.096, "vega": 0.0087, "theta": -0.0052, "rho": 0.0028, "theo": 0.5076, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 0.27, "last_trade_time": "2026-10-14T09:52:02", "percent_change": 0.0, "prev_day_close": 0.125}, {"option": "VNDA270319P00010000", "bid": 4.3, "bid_size": 65.0, "ask": 8.4, "ask_size": 61.0, "iv": 1.6255, "open_interest": 0.0, "volume": 0.0, "delta": -0.71, "gamma": 0.1033, "vega": 0.0082, "theta": -0.0049, "rho": -0.0169, "theo": 6.2838, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 6.15000009536743}, {"option": "VNDA270319C00011000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 949.0, "iv": 3.7552, "open_interest": 1.0, "volume": 0.0, "delta": 0.3023, "gamma": 0.0905, "vega": 0.0085, "theta": -0.0052, "rho": 0.0026, "theo": 0.4736, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.3, "last_trade_time": "2026-09-17T09:30:03", "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "VNDA270319P00011000", "bid": 6.1, "bid_size": 66.0, "ask": 8.0, "ask_size": 33.0, "iv": 1.3076, "open_interest": 0.0, "volume": 0.0, "delta": -0.7334, "gamma": 0.0983, "vega": 0.0079, "theta": -0.0048, "rho": -0.0179, "theo": 7.2454, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 7.15000009536743}, {"option": "VNDA270319C00012000", "bid": 0.0, "bid_size": 0.0, "ask": 0.75, "ask_size": 145.0, "iv": 1.5442, "open_interest": 2.0, "volume": 0.0, "delta": 0.284, "gamma": 0.0857, "vega": 0.0082, "theta": -0.0051, "rho": 0.0025, "theo": 0.4444, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.25, "last_trade_time": "2026-09-17T09:30:03", "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "VNDA270319P00012000", "bid": 5.6, "bid_size": 72.0, "ask": 10.4, "ask_size": 37.0, "iv": 1.2868, "open_interest": 0.0, "volume": 0.0, "delta": -0.7535, "gamma": 0.094, "vega": 0.0075, "theta": -0.0047, "rho": -0.0185, "theo": 8.2123, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 8.15000009536743}, {"option": "VNDA270617C00001000", "bid": 0.7, "bid_size": 301.0, "ask": 5.5, "ask_size": 605.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": 0.9836, "gamma": 0.015, "vega": 0.0029, "theta": -0.0007, "rho": 0.0034, "theo": 3.429, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 3.10000002384186}, {"option": "VNDA270617P00001000", "bid": 0.0, "bid_size": 0.0, "ask": 1.5, "ask_size": 1299.0, "iv": 4.0066, "open_interest": 0.0, "volume": 0.0, "delta": -0.0436, "gamma": 0.0152, "vega": 0.003, "theta": -0.0013, "rho": -0.0022, "theo": 0.2273, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.474999994039536}, {"option": "VNDA270617C00002000", "bid": 0.4, "bid_size": 731.0, "ask": 4.9, "ask_size": 608.0, "iv": 1.4264, "open_interest": 0.0, "volume": 0.0, "delta": 0.9195, "gamma": 0.0431, "vega": 0.0059, "theta": -0.0014, "rho": 0.0068, "theo": 2.6147, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.125}, {"option": "VNDA270617P00002000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1297.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.1088, "gamma": 0.0439, "vega": 0.0059, "theta": -0.0018, "rho": -0.0043, "theo": 0.3861, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.375}, {"option": "VNDA270617C00003000", "bid": 0.1, "bid_size": 1118.0, "ask": 4.9, "ask_size": 622.0, "iv": 1.7958, "open_interest": 6.0, "volume": 0.0, "delta": 0.8248, "gamma": 0.0791, "vega": 0.009, "theta": -0.002, "rho": 0.0086, "theo": 1.9299, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.7, "last_trade_time": "2026-11-03T09:48:37", "percent_change": 0.0, "prev_day_close": 1.82499998807907}, {"option": "VNDA270617P00003000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 1308.0, "iv": 3.814, "open_interest": 0.0, "volume": 0.0, "delta": -0.2058, "gamma": 0.0812, "vega": 0.009, "theta": -0.0023, "rho": -0.0075, "theo": 0.6773, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.5}, {"option": "VNDA270617C00004000", "bid": 0.85, "bid_size": 15.0, "ask": 2.8, "ask_size": 283.0, "iv": 1.414, "open_interest": 14.0, "volume": 0.0, "delta": 0.7166, "gamma": 0.1025, "vega": 0.0113, "theta": -0.0026, "rho": 0.0086, "theo": 1.4836, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 1.03, "last_trade_time": "2026-11-02T13:52:19", "percent_change": 0.0, "prev_day_close": 1.22500002384186}, {"option": "VNDA270617P00004000", "bid": 0.05, "bid_size": 1044.0, "ask": 4.9, "ask_size": 1112.0, "iv": 2.3845, "open_interest": 29.0, "volume": 0.0, "delta": -0.3176, "gamma": 0.1064, "vega": 0.0113, "theta": -0.0028, "rho": -0.0115, "theo": 1.2118, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 1.15, "last_trade_time": "2026-11-03T14:34:50", "percent_change": 0.0, "prev_day_close": 1.07499998807907}, {"option": "VNDA270617C00005000", "bid": 0.0, "bid_size": 0.0, "ask": 1.7, "ask_size": 7.0, "iv": 0.8468, "open_interest": 14.0, "volume": 0.0, "delta": 0.6278, "gamma": 0.1082, "vega": 0.0124, "theta": -0.0031, "rho": 0.0079, "theo": 1.231, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.75, "last_trade_time": "2026-11-03T15:36:27", "percent_change": 0.0, "prev_day_close": 0.850000023841858}, {"option": "VNDA270617P00005000", "bid": 0.1, "bid_size": 990.0, "ask": 4.9, "ask_size": 170.0, "iv": 1.6159, "open_interest": 0.0, "volume": 0.0, "delta": -0.41, "gamma": 0.1136, "vega": 0.0123, "theta": -0.0031, "rho": -0.0154, "theo": 1.9439, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 1.77499997615814}, {"option": "VNDA270617C00006000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 783.0, "iv": 2.4015, "open_interest": 1.0, "volume": 0.0, "delta": 0.5623, "gamma": 0.1064, "vega": 0.0128, "theta": -0.0034, "rho": 0.0072, "theo": 1.0751, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "down", "last_trade_price": 0.7, "last_trade_time": "2026-10-20T13:56:21", "percent_change": 0.0, "prev_day_close": 0.550000011920929}, {"option": "VNDA270617P00006000", "bid": 1.6, "bid_size": 217.0, "ask": 3.7, "ask_size": 35.0, "iv": 1.1062, "open_interest": 0.0, "volume": 0.0, "delta": -0.4791, "gamma": 0.113, "vega": 0.0126, "theta": -0.0033, "rho": -0.0187, "theo": 2.7749, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 2.30000001192093}, {"option": "VNDA270617C00007000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 779.0, "iv": 2.5215, "open_interest": 0.0, "volume": 0.0, "delta": 0.5127, "gamma": 0.1025, "vega": 0.0129, "theta": -0.0036, "rho": 0.0067, "theo": 0.9666, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.550000011920929}, {"option": "VNDA270617P00007000", "bid": 1.0, "bid_size": 221.0, "ask": 5.5, "ask_size": 145.0, "iv": 0.9237, "open_interest": 1.0, "volume": 0.0, "delta": -0.532, "gamma": 0.1102, "vega": 0.0126, "theta": -0.0034, "rho": -0.0214, "theo": 3.6548, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "up", "last_trade_price": 3.4, "last_trade_time": "2026-10-26T13:49:34", "percent_change": 0.0, "prev_day_close": 3.14999997615814}, {"option": "VNDA270617C00008000", "bid": 0.0, "bid_size": 0.0, "ask": 1.8, "ask_size": 317.0, "iv": 1.3165, "open_interest": 0.0, "volume": 0.0, "delta": 0.4736, "gamma": 0.0983, "vega": 0.0128, "theta": -0.0037, "rho": 0.0062, "theo": 0.8847, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.474999994039536}, {"option": "VNDA270617P00008000", "bid": 2.45, "bid_size": 219.0, "ask": 6.5, "ask_size": 134.0, "iv": 1.2331, "open_interest": 0.0, "volume": 0.0, "delta": -0.5743, "gamma": 0.1071, "vega": 0.0124, "theta": -0.0034, "rho": -0.0237, "theo": 4.5626, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 4.20000004768372}, {"option": "VNDA270617C00009000", "bid": 0.0, "bid_size": 0.0, "ask": 4.9, "ask_size": 931.0, "iv": 2.7042, "open_interest": 0.0, "volume": 0.0, "delta": 0.4418, "gamma": 0.0943, "vega": 0.0127, "theta": -0.0038, "rho": 0.0058, "theo": 0.8194, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 0.474999994039536}, {"option": "VNDA270617P00009000", "bid": 2.9, "bid_size": 220.0, "ask": 6.8, "ask_size": 22.0, "iv": 0.0, "open_interest": 0.0, "volume": 0.0, "delta": -0.6093, "gamma": 0.104, "vega": 0.012, "theta": -0.0033, "rho": -0.0257, "theo": 5.4879, "change": 0.0, "open": 0.0, "high": 0.0, "low": 0.0, "tick": "no_change", "last_trade_price": 0.0, "last_trade_time": null, "percent_change": 0.0, "prev_day_close": 5.10000014305115}], "symbol": "VNDA", "security_type": "stock", "exchange_id": 2, "current_price": 4.05, "price_change": -0.01, "price_change_percent": -0.2445, "bid": 4.06, "ask": 4.28, "bid_size": 300, "ask_size": 100, "open": 4.0, "high": 4.18, "low": 4.0, "close": 4.08, "prev_day_close": 4.09, "volume": 1381381, "iv30": 130.588, "iv30_change": 0.0, "iv30_change_percent": 0.0, "seqno": 21108028782, "last_trade_time": "2026-11-10T15:59:59", "tick": "down"}, "symbol": "VNDA"}